+19.8%
CAT vs WOLF
+32.2%
-12.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +16.8% | -15.9% | -1.6% |
| 7D | -10.3% | +8.2% | -18.5% | -11.6% |
| 30D | -31.2% | -24.2% | -7.0% | -28.9% |
| 3M | -34.7% | -13.8% | -20.9% | -34.2% |
| 6M | -39.5% | -44.8% | +5.3% | -36.8% |
| YTD | -1.7% | +36.6% | -38.3% | -10.1% |
| 1Y | -1.1% | +27.6% | -28.7% | -9.5% |
| All | +19.8% | +32.2% | -12.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling